| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
11,403.5 |
11,409.5 |
6.0 |
0.1% |
11,300.0 |
| High |
11,481.5 |
11,501.5 |
20.0 |
0.2% |
11,501.5 |
| Low |
11,385.5 |
11,395.5 |
10.0 |
0.1% |
11,235.0 |
| Close |
11,421.5 |
11,464.5 |
43.0 |
0.4% |
11,464.5 |
| Range |
96.0 |
106.0 |
10.0 |
10.4% |
266.5 |
| ATR |
172.8 |
168.1 |
-4.8 |
-2.8% |
0.0 |
| Volume |
92,871 |
88,863 |
-4,008 |
-4.3% |
388,587 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,771.8 |
11,724.2 |
11,522.8 |
|
| R3 |
11,665.8 |
11,618.2 |
11,493.7 |
|
| R2 |
11,559.8 |
11,559.8 |
11,483.9 |
|
| R1 |
11,512.2 |
11,512.2 |
11,474.2 |
11,536.0 |
| PP |
11,453.8 |
11,453.8 |
11,453.8 |
11,465.8 |
| S1 |
11,406.2 |
11,406.2 |
11,454.8 |
11,430.0 |
| S2 |
11,347.8 |
11,347.8 |
11,445.1 |
|
| S3 |
11,241.8 |
11,300.2 |
11,435.4 |
|
| S4 |
11,135.8 |
11,194.2 |
11,406.2 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,199.8 |
12,098.7 |
11,611.1 |
|
| R3 |
11,933.3 |
11,832.2 |
11,537.8 |
|
| R2 |
11,666.8 |
11,666.8 |
11,513.4 |
|
| R1 |
11,565.7 |
11,565.7 |
11,488.9 |
11,616.3 |
| PP |
11,400.3 |
11,400.3 |
11,400.3 |
11,425.6 |
| S1 |
11,299.2 |
11,299.2 |
11,440.1 |
11,349.8 |
| S2 |
11,133.8 |
11,133.8 |
11,415.6 |
|
| S3 |
10,867.3 |
11,032.7 |
11,391.2 |
|
| S4 |
10,600.8 |
10,766.2 |
11,317.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,501.5 |
11,011.5 |
490.0 |
4.3% |
159.6 |
1.4% |
92% |
True |
False |
89,534 |
| 10 |
11,501.5 |
10,856.5 |
645.0 |
5.6% |
154.8 |
1.4% |
94% |
True |
False |
97,343 |
| 20 |
11,501.5 |
10,856.5 |
645.0 |
5.6% |
156.7 |
1.4% |
94% |
True |
False |
99,628 |
| 40 |
11,501.5 |
10,268.5 |
1,233.0 |
10.8% |
178.6 |
1.6% |
97% |
True |
False |
100,504 |
| 60 |
11,558.0 |
10,268.5 |
1,289.5 |
11.2% |
174.7 |
1.5% |
93% |
False |
False |
71,415 |
| 80 |
11,652.5 |
10,268.5 |
1,384.0 |
12.1% |
174.2 |
1.5% |
86% |
False |
False |
53,597 |
| 100 |
12,436.0 |
10,268.5 |
2,167.5 |
18.9% |
175.6 |
1.5% |
55% |
False |
False |
42,934 |
| 120 |
12,542.0 |
10,268.5 |
2,273.5 |
19.8% |
161.2 |
1.4% |
53% |
False |
False |
35,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,952.0 |
|
2.618 |
11,779.0 |
|
1.618 |
11,673.0 |
|
1.000 |
11,607.5 |
|
0.618 |
11,567.0 |
|
HIGH |
11,501.5 |
|
0.618 |
11,461.0 |
|
0.500 |
11,448.5 |
|
0.382 |
11,436.0 |
|
LOW |
11,395.5 |
|
0.618 |
11,330.0 |
|
1.000 |
11,289.5 |
|
1.618 |
11,224.0 |
|
2.618 |
11,118.0 |
|
4.250 |
10,945.0 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,459.2 |
11,441.9 |
| PP |
11,453.8 |
11,419.3 |
| S1 |
11,448.5 |
11,396.8 |
|